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Convex Optimization
Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.
Introduction to Applied Linear Algebra
A groundbreaking introduction to vectors, matrices, and least squares for engineering applications, offering a wealth of practical examples.
Handbook of Semidefinite Programming
Semidefinite programming (SDP) is one of the most exciting and active research areas in optimization. It has and continues to attract researchers with very diverse backgrounds, including experts in convex programming, linear algebra, numerical optimization, combinatorial optimization, control theory, and statistics. This tremendous research activity has been prompted by the discovery of important applications in combinatorial optimization and control theory, the development of efficient interior-point algorithms for solving SDP problems, and the depth and elegance of the underlying optimization theory. The Handbook of Semidefinite Programming offers an advanced and broad overview of the current state of the field. It contains nineteen chapters written by the leading experts on the subject. The chapters are organized in three parts: Theory, Algorithms, and Applications and Extensions.
Chordal Graphs and Semidefinite Optimization
Covers the theory and applications of chordal graphs, with an emphasis on algorithms developed in the literature on sparse Cholesky factorization. It shows how these techniques can be applied in algorithms for sparse semidefinite optimization, and points out the connections with related topics outside semidefinite optimization.
Optimization in Practice with MATLAB
This textbook is designed for students and industry practitioners for a first course in optimization integrating MATLAB® software.
Handbook of Semidefinite Programming
This handbook offers a broad, advanced overview of the current state of Semidefinite Programming, in nineteen chapters written by the leading experts on the subject. The material is organized in three parts: Theory, Algorithms, and Applications and Extensions.
Foundations of Data Science
Covers mathematical and algorithmic foundations of data science: machine learning, high-dimensional geometry, and analysis of large networks.
Convex Optimization in Signal Processing and Communications
Leading experts provide the theoretical underpinnings of the subject plus tutorials on a wide range of applications, from automatic code generation to robust broadband beamforming. Emphasis on cutting-edge research and formulating problems in convex form make this an ideal textbook for advanced graduate courses and a useful self-study guide.
Convex Optimization & Euclidean Distance Geometry
The study of Euclidean distance matrices (EDMs) fundamentally asks what can be known geometrically given onlydistance information between points in Euclidean space. Each point may represent simply locationor, abstractly, any entity expressible as a vector in finite-dimensional Euclidean space.The answer to the question posed is that very much can be known about the points;the mathematics of this combined study of geometry and optimization is rich and deep.Throughout we cite beacons of historical accomplishment.The application of EDMs has already proven invaluable in discerning biological molecular conformation.The emerging practice of localization in wireless sensor networks, the global posi...
